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Macaulay, Frederick Robertson, 1882-1970

LC control no.n 80090548
Descriptive conventionsrda
Personal name headingMacaulay, Frederick Robertson, 1882-1970
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Birth date1882-08-12
Death date1970-03
Place of birthMontréal (Québec)
AffiliationNational Bureau of Economic Research
American Statistical Association
Twentieth Century Fund
Profession or occupationEconomists
Found inNational Bureau of Economic Research. Income in the United States ... 1921.
Wikipedia, Ocotber 26, 2016 (Frederick Macaulay; Frederick Robertson Macaulay (August 12, 1882-March 1970) was a Canadian economist of the Institutionalist School; he is known for introducing the concept of bond duration; Macaulay's contributions also include a mammoth empirical study of the time series behavior of interest rates published in 1938 and a study of short selling on the New York Stock Exchange (Macaulay and Durand, 1951); the term "Macaulay duration" is named after him; he was born in Montreal and obtained his bachelor's and master's degrees from the University of Colorado in 1909 and 1920; he also obtained a law degree in 1911; in 1924, he obtained a Ph. D. from Columbia University; Macaulay worked at the National Bureau of Economic Research from 1921 until 1938; he also taught at the New School of Social Research; in 1923 he was elected as a Fellow of the American Statistical Association; in 1938, he became research director of the Twentieth Century Fund)
Associated languageeng